The DEAR for a bank is $8,500. What is the VAR for a 10-day period? A 20-day
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For the 10day period VAR 8500 x 10 8500 x 31623 26879 For th...View the full answer
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Related Book For
Financial Institutions Management A Risk Management Approach
ISBN: 978-0071051590
8th edition
Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders
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